Dynamic risk measures: Time consistency and risk measures from BMO martingales
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Publication:928502
DOI10.1007/s00780-007-0057-1zbMath1150.91024OpenAlexW1995117598MaRDI QIDQ928502
Publication date: 18 June 2008
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-007-0057-1
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